+580.0%
XYZ vs ETR
+295.2%
+284.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.8% |
| 7D | +2.9% | +1.4% | +1.4% | +2.1% |
| 30D | +1.4% | +1.9% | -0.5% | +0.3% |
| 3M | +14.6% | +1.0% | +13.6% | +13.5% |
| 6M | +20.8% | +4.8% | +15.9% | +16.2% |
| YTD | +23.1% | +19.5% | +3.5% | +10.2% |
| 1Y | +5.6% | +28.1% | -22.5% | -9.0% |
| 3Y | +50.9% | +151.1% | -100.2% | -12.8% |
| 5Y | -68.6% | +125.2% | -193.7% | -81.0% |
| 10Y | +580.0% | +291.1% | +288.8% | +230.8% |
| All | +580.0% | +295.2% | +284.8% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling